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I'm the Rose part of:

Rose, C. and Smith, M.D. (2002-2013)
Mathematical Statistics with Mathematica
Springer-Verlag / mathStatica

and one of the original developers of the mathStatica software add-on for Mathematica. I'm a long-time Mma fan since v2, ... a past Visiting Scholar at Wolfram Research, ... a recent guest editor of The Mathematica Journal, ... and a current editor of the Journal of Statistical Software.


Feb
18
comment Can Mathematica's random number generation be improved?
Yes - but your question is messy. A good question simplifies the problem down to 1 or 2 lines (if possible), and it is certainly possible to do so here. By contrast, your question appears lazy, because it just dumps lines and lines of code from whatever you were doing, without honing it down to the heart of the matter. 2 lines: no more. Further, your title asks if it can be FIXED, which infers that it is broken. But your question is not about quality, nor do you compare the quality of pseudorandom drawings generated, nor does your post suggest anything is broken.
Feb
18
comment Can Mathematica's random number generation be improved?
I don't get the point either. If you want to do a comparison, get it down to 2 lines of code. Do you really need to define num, ints, reals, mus, f, mf, rvs, gf ... just to do a timing test? Talking of efficient, who has time to look through all that?
Feb
10
comment Calculate PDF and CDF of a product of independent exponentially distributed random variables
Hi Wolfgang. TransformProduct is a function from the mathStatica package for Mathematica ... i.e. a stats add-on to mma. According to the compatibility table at mathstatica.com/faq/compatibility.html, Mma 8 is compatible with mathStatica 2.5 ... which was also the first version of mathStatica to include the TransformProduct function. So it should work fine with Mma 8. It would also be interesting to see your solution using standard Mathematica functions, if you have a chance to post it.
Feb
9
comment how to scale the plot of PDF (t-distribution)
\\\\\ . :-) . ////
Feb
8
comment how to scale the plot of PDF (t-distribution)
What is the other?
Feb
8
comment how to scale the plot of PDF (t-distribution)
How can both of these curves be a valid pdf?
Feb
7
revised Calculate PDF and CDF of a product of independent exponentially distributed random variables
added Monte Carlo check
Feb
7
revised Calculate PDF and CDF of a product of independent exponentially distributed random variables
deleted 1 character in body
Feb
7
revised Calculate PDF and CDF of a product of independent exponentially distributed random variables
added 32 characters in body
Feb
7
answered Calculate PDF and CDF of a product of independent exponentially distributed random variables
Jan
25
revised Probability of multivariate normal being positive on each coordinate
removed typo surplus code (not needed)
Jan
24
revised Probability of multivariate normal being positive on each coordinate
added 4 characters in body
Jan
24
revised Probability of multivariate normal being positive on each coordinate
added 16 characters in body
Jan
24
comment Probability of multivariate normal being positive on each coordinate
The book also gives the closed-form solution for the bivariate case, and then uses these exact formulae as benchmarks to check the performance/accuracy of Mma's numerical integration routines. In case you are about to eagerly consult Stuart and Ord, I should perhaps caution that you won't find very much more detail there either for the $n=2$ or 3 cases as to results (though more as to derivation)... but they do also provide useful references for higher dimensions.
Jan
24
comment Probability of multivariate normal being positive on each coordinate
The general integral for the OPs $n=3$ case does actually have a closed-form solution: posted below.
Jan
24
revised Probability of multivariate normal being positive on each coordinate
added 393 characters in body
Jan
24
answered Probability of multivariate normal being positive on each coordinate
Dec
23
comment Interpretation of CopulaDistribution
You would be generating a pseudorandom sample from the distribution. If you generated a large number of such samples, the empirical pdf of your samples (or histogram of your samples) would resemble the pdf.
Dec
22
comment Interpretation of CopulaDistribution
@RomkeBontekoe Fixed typo - thanks.
Dec
22
revised Interpretation of CopulaDistribution
Fixed Abs typo - thanks